I'm currently backtesting a trading strategy with around 286 trading pairs, and at the end of the loop I'm saving the plots with the backtest results in a particular path before repeating the process with the next trading pair.
The thing is, I realized that my memory available starts increasing as the number of plots saved increases, and that's something that I think can be avoided by releasing the memory properly.
However I tried two different options to do so, but all of them have failed, here's the first option I tried:
# Backtesting
backtest = plt.figure(figsize=(16, 12), dpi=80)
backtest.title(f'plt of RSI for the {trading_pair} trading pair', fontsize = 20)
backtest.rc('xtick', labelsize = 10)
backtest.ylabel('Initial Investment (USDT)', font size=10)
backtest.plot(df_trading_days[rsi_period 4:] ,np.append(100, 100*np.cumprod(1 df_trading_pair["Return"])), label = "Buy & Hold Strategy")
backtest.plot(df_trading_days[rsi_period:] ,np.append(100, 100*np.cumprod(1 RSI_gross_return)), label = "RSI Strategy")
backtest.plot(df_trading_days[rsi_period:] ,np.append(100, 100*np.cumprod(1 RSI_net_return)), label = "RSI Strategy after fees")
backtest.legend(loc='lower right', font size = "large")
backtest.savefig(f'C:/Users/ResetStoreX/Downloads/Binance futures data/Binance API KEY Binance Wrapper/RSI Backtest/Backtesting of RSI for the {trading_pair} trading pair.png')
backtest.clear() #release memory
plt.close(backtest) #kill the figure
And I got the following output:
AttributeError: 'Figure' object has no attribute 'title'
<Figure size 1280x960 with 0 Axes>
Here's the second option I tried:
# Backtesting
plt.figure(figsize=(16, 12), dpi=80)
plt.title(f'plt of RSI for the {trading_pair} trading pair', fontsize = 20)
plt.rc('xtick', labelsize = 10)
plt.ylabel('Initial Investment (USDT)', font size=10)
plt.plot(df_trading_days[rsi_period 4:] ,np.append(100, 100*np.cumprod(1 df_trading_pair["Return"])), label = "Buy & Hold Strategy")
plt.plot(df_trading_days[rsi_period:] ,np.append(100, 100*np.cumprod(1 RSI_gross_return)), label = "RSI Strategy")
plt.plot(df_trading_days[rsi_period:] ,np.append(100, 100*np.cumprod(1 RSI_net_return)), label = "RSI Strategy after fees")
plt.legend(loc='lower right', font size = "large")
plt.savefig(f'C:/Users/ResetStoreX/Downloads/Binance futures data/Binance API KEY Binance Wrapper/RSI Backtest/Backtesting of RSI for the {trading_pair} trading pair.png')
plt.clear() #release memory
plt.close() #kill the figure
And here's the output I got from that:
AttributeError: module 'matplotlib.pyplot' has no attribute 'clear'
So, I'm lost here. May I get some help to learn how to release my memory properly?
CodePudding user response：
After following the @Jan Wilamouski suggestion, I ended up getting another warning which was the following:
C:\Users\ResetStoreX\Downloads\Binance futures data\Binance API KEY Binance Wrapper\Massive Backtesting of RSI in a 30m timeframe for any crypto paired against USDT on Binance.py:143: RuntimeWarning: More than 20 figures have been opened. Figures created through the pyplot interface (
matplotlib.pyplot.figure) are retained until explicitly closed and may consume too much memory. (To control this warning, see the rcParamfigure.max_open_warning).
So it seems that it wasn't working, and after looking for other suggestions on Google, I ended up changing plt.figure().clear() for plt.clf() and after that I managed to keep my memory ram fine (around 37%, which was 4% less than before)
Final solution:
# Backtesting
plt.figure(figsize=(16, 12), dpi=80)
plt.title(f'Backtesting of RSI for the {trading_pair} trading pair', fontsize = 20)
plt.rc('xtick', labelsize = 10)
plt.ylabel('Initial Investment (USDT)', fontsize=10)
plt.plot(df_trading_days[rsi_period 4:] ,np.append(100, 100*np.cumprod(1 df_trading_pair["Return"])), label = "Buy & Hold Strategy")
plt.plot(df_trading_days[rsi_period:] ,np.append(100, 100*np.cumprod(1 RSI_gross_return)), label = "RSI Strategy")
plt.plot(df_trading_days[rsi_period:] ,np.append(100, 100*np.cumprod(1 RSI_net_return)), label = "RSI Strategy after fees")
plt.legend(loc='lower right', fontsize = "large")
plt.savefig(f'C:/Users/ResetStoreX/Downloads/Binance futures data/Binance API KEY Binance Wrapper/RSI Backtest/Backtesting of RSI for the {trading_pair} trading pair.png')
plt.clf() #release memory
plt.close() #kill the figure